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Full Description
This book provides practical demonstrations of how to carry out definite integrals with Monte Carlo methods using Mathematica. Random variates are sampled by the inverse transform method and the acceptance-rejection method using uniform, linear, Gaussian, and exponential probability distribution functions. A chapter on the application of the Variational Quantum Monte Carlo method to a simple harmonic oscillator is included. These topics are all essential for students of mathematics and physics. The author includes thorough background on each topic covered within the book in order to help readers understand the subject. The book also contains many examples to show how the methods can be applied.
Contents
Introduction for Part I.- Evaluation of Definite Integrals Using Inverse Transform Sampling Utilizing Mathematica.- Introduction for Part II.- Evaluation of Definite Integrals Using Acceptance-rejection Sampling Utilizing Matematica.- Variational Monte Carlo Method Applied to Ground State of Simple Harmonic Oscillator Using Acceptance-rejection Sampling Utilizing Mathematica.